CBOE Russell 2000® Volatility Index (RVX)

  

Categories: Charts, Trading

Volatility refers to how much something moves around. If your friend is volatile, they might skip to the car, giddily excited about going out to dinner...only to get swearing-mad in traffic a few minutes later...followed by another quick swing to open weeping when "Cat's In The Cradle" comes on the radio.

Think about a stock that behaves the same way. It's up, then suddenly it's down. Big swings. That's volatility.

Wall Street players can actually bet on volatility. Not betting whether stocks will go up or down. Just that they will make big moves one way or another.

The CBOE Russell 2000 Volatility Index is a vehicle for that kind of bet. When the index rises, it means volatility is on the rise. Think: a tumultuous political situation, or ahead of a contentious Federal Reserve meeting, or in the middle of an uncertain economic situation. When the index is down, things are Even Steven. Not much movement. Everything is pretty much steady as she goes.

The "Russell 2000" part comes in because the volatility is based on the activity of the stocks in the Russell 2000 index. This is an extremely broad index of stock performance. The Dow Jones Industrial Average includes 30 stocks. The S&P 500 includes 500 stocks. The Russell 2000 has that beat by four times. (We've done the math for you...comes out to "2,000").

So the CBOE Russell 2000 Volatility Index looks at volatility across a broad cross section of the equity market.

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